+17.9%
ONDS vs SFM
+259.6%
-241.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -5.0% | -8.8% | +3.8% | -4.3% |
| 30D | -25.6% | -14.5% | -11.1% | -24.7% |
| 3M | -22.1% | -16.8% | -5.3% | -21.2% |
| 6M | -27.6% | -5.3% | -22.2% | -28.1% |
| YTD | -25.7% | -9.4% | -16.3% | -26.0% |
| 1Y | +30.4% | -46.2% | +76.6% | +38.4% |
| 3Y | +695.0% | +81.3% | +613.7% | +686.7% |
| 5Y | -2.2% | +211.9% | -214.0% | -2.9% |
| All | +17.9% | +259.6% | -241.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling